Hi
I want to perform linear regression, but some elements of the regressor variable are already known. How do I tell cvx that it must solve for the other variables and predefine the known elements?
Example:
Y = A*X
where Y is (for instance) a 3x10 matrix, A is 3x3 and X is 3x10.
I want to minimise the 2 norm of A*X-Y.
cvx_begin quiet
variables A(3,3)
minimize( norm(A*X-Y,2) )
cvx_end
I want to solve this problem , but I already know some elements of A.
Any suggestions on how to program this into cvx?
Thank you in advance!